Discriminant analysis of multivariate repeated measures data with a Kronecker product structured covariance matrices |
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Authors: | Mirosław Krzyśko Michał Skorzybut |
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Affiliation: | 1.Faculty of Mathematics and Computer Science,Adam Mickiewicz University,Poznan,Poland |
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Abstract: | This paper proposes new classifiers under the assumption of multivariate normality for multivariate repeated measures data with Kronecker product covariance structures. These classifiers are especially effective when the number of observations is not large enough to estimate the covariance matrices, and thus the traditional classifiers fail. Computational scheme for maximum likelihood estimates of required class parameters are also given. The quality of these new classifiers are examined on some real data. |
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